Thanks for your responses princec and mike_bike_kite. The game does not run within the browser, it uses DirectX, openGL or whatever the java machine is using, my guess is that it's DirectX, it was DirectX in the version I programmed it for anyway, so an applet is out of the question if I don't reprogram everything. Java webstart is not possible for my game either since it loads gif images on the fly, the way C++ DirectX games usually are programmed since it's a lot easier than using resources. This is incompatible with Java Webstart (and an applet as well). The game also stores higscores and stuff so if I should fix it so it works as applet or with webstart it would be a lot to do, everything would have to be reprogrammed.
However, on the downside, a java webstart application is installed and "messes" with the registry on the computer on Windows if I'm not completely wrong, so I prefer applets instead of webstart applications for that reason. And that's also the why I have no installer. I have downloaded small .exe games that run directly, no installer and then when I'm tired I delete and that's what I wanted to do, but in java, but I should have had more security issues in mind of course. Next time I'll try java Webstart.